Since the problem was firstly addressed and solved for linear deterministic systems by Davison, Francis and Wonham, [1]}, [2]}, [3]} and [4]}, it has been widely studied and research has followed different directions: the problem has been extended to and solved for the nonlinear counterpart in [5]} and [6]}; additional results have been achieved in more general nonlinear frameworks in, e.g., [7]}, [8]}, [9]}, [10]}, [11]}, [12]}, [13]}, [14]}; finally, the problem has been further extended to other classes of dynamical systems, such as time-varying [15]}, hybrid [16]}, [17]} or networked [18]}, [19]}.
